+1,141.5%
CVX vs IJH
+1,045.0%
+96.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | +0.7% | -2.5% | +3.2% | +2.7% |
| 30D | +9.1% | -5.0% | +14.2% | +13.5% |
| 3M | +13.1% | +0.5% | +12.5% | +11.9% |
| 6M | +16.3% | +8.2% | +8.0% | +7.4% |
| YTD | +43.5% | +12.5% | +31.0% | +28.1% |
| 1Y | +40.2% | +14.4% | +25.8% | +23.0% |
| 3Y | +44.2% | +49.5% | -5.3% | -0.1% |
| 5Y | +170.6% | +47.8% | +122.8% | +84.1% |
| 10Y | +220.3% | +180.4% | +39.9% | +32.2% |
| All | +1,141.5% | +1,045.0% | +96.5% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling